Bitfinex WebSockets API + Fix postonly not triggering re-buy #458
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Check for balance error also on checkOrder (e.g. bitfinex, using websockets, reports the error later than other exchanges)
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I'd like more time to read it. Thanks. |
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After few tests in the morning, I found balances not working as it should: asset and currency on hold have 0 values. I'll try to test more. |
| @@ -282,6 +282,7 @@ module.exports = function container (get, set, clear) { | |||
| if (err) return cb(err) | |||
| s.api_order = api_order | |||
| order.status = api_order.status | |||
| if (api_order.reject_reason) order.reject_reason = api_order.reject_reason | |||
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no need of this line. Let's keep to overall code structure.
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I think this is in line with lib/engine.js#284. It is more consistent and should be kept (see below).
| return cancelOrder(true) | ||
| return cb(null, null) | ||
| } | ||
| if (order.status === 'rejected' && order.reject_reason === 'balance') { |
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As we removed previous line 285, we need to correct this to if (order.status === 'rejected' & (order.reject_reason === 'balance' || api_order.reject_reason === 'balance')) {
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I think it better to leave in one line then to scarce around the whole code ;) Especially when no body cares to comment every function.
| } | ||
| if (order.status === 'rejected' && order.reject_reason === 'balance') { | ||
| msg('not enough balance for ' + type + ', aborting') | ||
| return cb(null, null) |
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No good. Should be return cb(null, false)
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Please explain, everywhere it's cb(null, null), except for engine.js#231
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You should test it. If we leave cb(null, null), and we have not enough balance to execute order, we would like it to finish and not to continuously try to execute it. cd(null, false) cancels further order execution.
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But on the new order execution the balance is adjusted - and that's what we want?
| 'oc', | ||
| null, | ||
| { | ||
| id: order.bitfinex_id |
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order.bitfinex_id is correct (see below).
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| var order = { | ||
| id: cid, | ||
| bitfinex_id: null, |
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bitfinex_id: cid if necessary at all. See line 324.
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We're using two different IDs here:
- Since we're not using the REST API, we don't immediately get bitfinex's order ID when we submit an order over websockets. Therefore, we're creating our own internal ID (exchange.js#335) and use that within zenbot.
- As soon as we know about bitfinex's ID, we save it in the order object (exchange.js#148) - but zenbot still referns to the order by it's internal ID (
cid). We can then use thebitfinex_idto e.g. cancel the order.
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since we are using WS API, we immediately get order ID via 'os' or 'hos'.
I also exchanged bitfinex_id with opts.order_id and it canceled the order.
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But we do not know the ID in the moment we send() the order. How can we be 100% certain the next websockets response is actually the response of the zenbot order we just sent out and not e.g. a manual trade? Therefore I strongly suggest working with internal IDs and storing the bitfinex_id in the order object.
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I may agree on your position as I had the same problem to instantly get order ID via WS.
| balance.currency_hold = ws_balance[opts.currency].available ? n(ws_balance[opts.currency].balance).subtract(ws_balance[opts.currency].available).format('0.00000000') : n(0).format('0.00000000') | ||
| balance.asset_hold = ws_balance[opts.asset].available ? n(ws_balance[opts.asset].balance).subtract(ws_balance[opts.asset].available).format('0.00000000') : n(0).format('0.00000000') | ||
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| cb(null, balance) |
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Not working. I found a way to take correct values for asset_hold and currency_hold from REST1, but if we use the same APIkeys - we get Nonce error.
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Please provide an example, I don't understand the problem.
According to the bitfinex docs, key 4 of the array is
Amount not tied up in active orders, positions or funding (null if the value is not fresh enough).
Are we on the same page of the definition of currency_hold and asset_hold? As far as I understood it, those values are about currency/assets tied up in open/uncanceled/not yet fully returned orders, which we can't use for new orders.
Therefore I think an amount of 0 is correct in most cases.
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Plain example:
---------------------------- STARTING LIVE TRADING ----------------------------
Waiting 1s for initial websockets snapshot.
Balance WS: { currency: '0.00000000',
asset: '0.04180751',
currency_hold: '0.00000000',
asset_hold: '0.00000000' }
Balance WS: { currency: '0.00000000',
asset: '0.04180751',
currency_hold: '0.00000000',
asset_hold: '0.00000000' }
2017-08-09 17:34:47 3308.40 BTC-USD +0.1% 6 61 ++ 0.0158 0.0099 0.04181 BTC 0.00000 USD +1.8% +0.0%
---------------------------- STARTING LIVE TRADING ----------------------------
Balance REST: { asset: '0.04180751',
currency: '0.00000000',
asset_hold: '0.03265206',
currency_hold: '0.00000000' }
Balance REST: { asset: '0.04180751',
currency: '0.00000000',
asset_hold: '0.03265206',
currency_hold: '0.00000000' }
2017-08-09 17:37:24 3310.00 BTC-USD +0.0% 13 63 ++ 0.0180 0.0092 0.04181 BTC 0.00000 USD +1.8% +0.0%
and this it not so tragic as this:
Should be like that:
2017-08-09 17:38:47 3310.10 BTC-USD +0.0% 6 63 ++ 0.0169 0.0091 0.04181 BTC 0.00000 USD +1.9% +0.0%
2017-08-09 17:38:52 - sell delayed: +78.1% of funds (0.03265206 BTC) on hold
Balance REST: { asset: '0.04180751',
currency: '0.00000000',
asset_hold: '0.03265206',
currency_hold: '0.00000000' }
Is like this:
2017-08-09 17:39:41 3310.10 BTC-USD +0.0% 26 63 ++ 0.0169 0.0091 0.04181 BTC 0.00000 USD +1.9% +0.0%
2017-08-09 17:39:58 - placing sell order...
2017-08-09 17:39:58 - sell order placed at 3310.10 USD
Balance WS: { currency: '0.00000000',
asset: '0.04180751',
currency_hold: '0.00000000',
asset_hold: '0.00000000' }
2017-08-09 17:40:03 - order status: rejected
2017-08-09 17:40:03 - not enough balance for sell, aborting
2017-08-09 17:40:03 - not enough balance, or signal switched, cancel sell
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One more problem! |
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'b' or 'B' is not working at all in |
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Manual mode (both buying and selling) is working fine for me. Just pushed a fix for zenbot commandline buy & sell. |
| @@ -330,6 +343,9 @@ module.exports = function container (get, set, clear) { | |||
| }, | |||
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| trade: function (action, opts, cb) { | |||
| if (!pair) { pair = joinProduct(opts.product_id) } | |||
| var symbol = 't' + pair | |||
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Not a duplicate. The symbol on trade needs a 't' prefix, and in case the trade function is ever called as the first function, we need to know the pair and set it globally.
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Please pay more attention:
trade: function (action, opts, cb) {
if (!pair) { pair = joinProduct(opts.product_id) }
var symbol = 't' + pair //line 347
client = authedClientWs();
var cid = Math.round(((new Date()).getTime()).toString() * Math.random())
var symbol = 't' + joinProduct(opts.product_id) //line 352
var amount = action === 'buy' ? opts.size : opts.size * -1
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Ah, sorry, misunderstood your comment.
…ts and retun updated balances
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Calculation of |
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Something is not right. Did you test? |
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I tested and am currently running live. Please run with
and look at the output. When restarting too quickly when testing you might get an error like "api key invalid", but after waiting some time it's back to normal. |
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I even changed my API keys... and DEBUG show auth OK. But it just hangs on Waiting 1s for initial websockets snapshot. Waiting 1s for initial websockets snapshot. Waiting 1s for initial websockets snapshot. |
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Reverted to previous and works again. I think all ws must be done outside getBalance. |
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Reworked everything to use only one websockets connection, which is established very early. That should speed things up to jump into live trading. |
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No luck:( |
Hey,
I ported the bitfinex API to websockets. Backfilling is done using REST. Have been using it for about a week or more.
Also fixed postonly cancels to actually trigger re-buys ;)
Best regards,
Christian